+80.4%
IBM vs IBN
+51.2%
+29.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.2% | -5.0% | -1.8% |
| 7D | -5.0% | +15.1% | -20.0% | -8.1% |
| 30D | +11.1% | +21.6% | -10.5% | +5.9% |
| 3M | +5.7% | +11.2% | -5.5% | +2.9% |
| 6M | +10.1% | +27.8% | -17.6% | +4.0% |
| YTD | -15.6% | +14.7% | -30.3% | -18.4% |
| 1Y | -19.5% | +14.4% | -33.9% | -22.2% |
| 3Y | +80.4% | +52.1% | +28.3% | +65.8% |
| All | +80.4% | +51.2% | +29.2% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IBN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling